It is commonlyaccepted that the combination of the anisotropic shape and nanoscale dimensions of the mineral constituents of natural biological composites underlies their superior mechanical properties when compared to those of their rather weak mineral and organic constituents(1). Here, we show that the self-assembly of nearly spherical iron oxide nanoparticles in supercrystals linked together by a thermally induced crosslinking reaction of oleic acid molecules leads to a nanocomposite with exceptional bending modulus of 114 GPa, hardness of up to 4 GPa and strength of up to 630MPa. By using a nanomechanical model, we determined that these exceptional mechanical properties are dominated by the covalent backbone of the linked organic molecules. Because oleic acid has been broadly used as nanoparticle ligand, our crosslinking approach should be applicable to a large variety of nanoparticle systems.